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An efficient computational method for solving large-scale differential sensitivity problems

机译:一种解决大规模差分灵敏度问题的有效计算方法

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An efficient computational method has been developed for differential sensitivity analysis involving large systems of differential equations with a large number of parameters. It is based on both the sensitivity equation method and the theory of balanced realizations. The sensitivity equation method is first used to generate the whole set of sensitivity models (one state-variable model per parameter). A sensitivity model, as well as its corresponding balanced realization, is characterized by three matrices of the same dimension as those in the nominal model. the state matrix, the command matrix, and the output matrix. However, such matrices remain unchanged regardless of the parameter under consideration. Consequently, a single calculation suffices to obtain the balanced realization of all the sensitivity models. Such a representation allows one to rank the state variables according to their degree of controllability/observability. A low-dimension balanced realization is then obtained by keeping only the more controllable/observable state variables. The sensitivity problem solution is finally obtained by time integration of the low-dimension sensitivity models instead of the corresponding full-dimension ones. [References: 18]
机译:已经开发了一种有效的计算方法,用于涉及具有大量参数的大型微分方程组的微分灵敏度分析。它基于灵敏度方程法和平衡实现理论。灵敏度方程方法首先用于生成整个灵敏度模型集(每个参数一个状态变量模型)。灵敏度模型及其相应的平衡实现的特征在于,三个矩阵的大小与标称模型中的矩阵相同。状态矩阵,命令矩阵和输出矩阵。但是,无论考虑的参数如何,此类矩阵均保持不变。因此,一次计算就足以获得所有灵敏度模型的平衡实现。这种表示允许人们根据状态变量的可控制性/可观察性对其进行排名。然后,通过仅保留更可控制/可观察的状态变量来获得低维平衡实现。最终,通过对低维敏感度模型进行时间积分,而不是对相应的高维敏感度模型进行时间积分,获得了敏感性问题解决方案。 [参考:18]

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